Merge branch 'develop' of https://github.com/freqtrade/freqtrade into freqtrade-develop
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@@ -381,7 +381,12 @@ class Backtesting:
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# Check if we need to adjust our current positions
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if self.strategy.position_adjustment_enable:
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trade = self._get_adjust_trade_entry_for_candle(trade, sell_row)
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check_adjust_buy = True
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if self.strategy.max_entry_position_adjustment > -1:
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count_of_buys = trade.nr_of_successful_buys
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check_adjust_buy = (count_of_buys <= self.strategy.max_entry_position_adjustment)
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if check_adjust_buy:
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trade = self._get_adjust_trade_entry_for_candle(trade, sell_row)
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sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
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sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX], # type: ignore
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@@ -372,7 +372,7 @@ class Hyperopt:
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}
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def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
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estimator = self.custom_hyperopt.generate_estimator(dimensions)
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estimator = self.custom_hyperopt.generate_estimator(dimensions=dimensions)
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acq_optimizer = "sampling"
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if isinstance(estimator, str):
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@@ -91,5 +91,5 @@ class HyperOptAuto(IHyperOpt):
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def trailing_space(self) -> List['Dimension']:
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return self._get_func('trailing_space')()
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def generate_estimator(self, dimensions: List['Dimension']) -> EstimatorType:
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return self._get_func('generate_estimator')(dimensions)
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def generate_estimator(self, dimensions: List['Dimension'], **kwargs) -> EstimatorType:
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return self._get_func('generate_estimator')(dimensions=dimensions, **kwargs)
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@@ -40,7 +40,7 @@ class IHyperOpt(ABC):
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IHyperOpt.ticker_interval = str(config['timeframe']) # DEPRECATED
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IHyperOpt.timeframe = str(config['timeframe'])
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def generate_estimator(self) -> EstimatorType:
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def generate_estimator(self, dimensions: List[Dimension], **kwargs) -> EstimatorType:
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"""
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Return base_estimator.
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Can be any of "GP", "RF", "ET", "GBRT" or an instance of a class
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